PREVIEW / futures_5min / 2020-09-14

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-14.parquet
  size:    271 KB
  rows:    17,151

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2020-09-14 00:00:00	ES	Futures	3768.39	3768.67	3766.99	3767.83	302.0
2020-09-14 00:05:00	ES	Futures	3767.55	3768.39	3766.15	3767.27	397.0
2020-09-14 00:10:00	ES	Futures	3767.27	3768.95	3767.27	3768.11	270.0
2020-09-14 00:15:00	ES	Futures	3768.11	3768.95	3767.83	3768.67	240.0
2020-09-14 00:20:00	ES	Futures	3768.39	3768.67	3766.43	3766.71	324.0
2020-09-14 00:25:00	ES	Futures	3766.43	3767.83	3765.59	3767.55	260.0
2020-09-14 00:30:00	ES	Futures	3767.55	3768.67	3767.27	3768.67	229.0
2020-09-14 00:35:00	ES	Futures	3768.95	3769.23	3766.99	3767.27	344.0
2020-09-14 00:40:00	ES	Futures	3767.55	3768.11	3766.43	3766.71	232.0
2020-09-14 00:45:00	ES	Futures	3766.99	3766.99	3765.59	3766.15	255.0
2020-09-14 00:50:00	ES	Futures	3765.87	3767.83	3765.87	3767.83	243.0
2020-09-14 00:55:00	ES	Futures	3767.83	3768.67	3765.59	3765.87	405.0
2020-09-14 01:00:00	ES	Futures	3765.87	3766.15	3764.75	3765.03	476.0
2020-09-14 01:05:00	ES	Futures	3765.03	3766.15	3765.03	3765.31	196.0
2020-09-14 01:10:00	ES	Futures	3765.59	3765.59	3764.47	3765.59	323.0
2020-09-14 01:15:00	ES	Futures	3765.31	3765.31	3764.75	3764.75	288.0
2020-09-14 01:20:00	ES	Futures	3764.75	3766.15	3764.75	3766.15	245.0
2020-09-14 01:25:00	ES	Futures	3766.15	3766.99	3765.03	3765.31	309.0
2020-09-14 01:30:00	ES	Futures	3765.31	3766.71	3763.35	3763.91	622.0
2020-09-14 01:35:00	ES	Futures	3763.91	3768.39	3763.91	3768.11	707.0
2020-09-14 01:40:00	ES	Futures	3768.11	3772.87	3768.11	3771.75	1465.0
2020-09-14 01:45:00	ES	Futures	3772.03	3773.15	3771.75	3772.59	618.0
2020-09-14 01:50:00	ES	Futures	3772.59	3774.27	3771.75	3774.27	986.0
2020-09-14 01:55:00	ES	Futures	3773.99	3774.55	3770.91	3770.91	711.0
2020-09-14 02:00:00	ES	Futures	3771.19	3774.27	3770.91	3773.71	987.0
2020-09-14 02:05:00	ES	Futures	3773.71	3774.27	3772.31	3772.59	720.0
2020-09-14 02:10:00	ES	Futures	3772.87	3774.55	3772.31	3773.15	1154.0
2020-09-14 02:15:00	ES	Futures	3773.15	3773.43	3769.79	3772.31	1372.0
2020-09-14 02:20:00	ES	Futures	3772.03	3775.11	3771.19	3773.99	1185.0
2020-09-14 02:25:00	ES	Futures	3773.99	3773.99	3770.91	3771.19	674.0
2020-09-14 02:30:00	ES	Futures	3771.19	3771.75	3770.07	3770.35	501.0
2020-09-14 02:35:00	ES	Futures	3770.63	3770.91	3769.79	3770.35	436.0
2020-09-14 02:40:00	ES	Futures	3770.07	3771.47	3769.23	3770.63	635.0
2020-09-14 02:45:00	ES	Futures	3770.63	3775.67	3770.63	3775.39	762.0
2020-09-14 02:50:00	ES	Futures	3774.83	3777.35	3774.27	3774.55	883.0
2020-09-14 02:55:00	ES	Futures	3774.83	3777.91	3774.27	3776.79	1200.0
2020-09-14 03:00:00	ES	Futures	3777.07	3779.6	3775.95	3776.51	2585.0
2020-09-14 03:05:00	ES	Futures	3776.79	3779.88	3775.67	3779.03	2325.0
2020-09-14 03:10:00	ES	Futures	3779.32	3779.88	3777.63	3779.32	1671.0
2020-09-14 03:15:00	ES	Futures	3779.32	3780.72	3776.51	3777.07	1926.0
2020-09-14 03:20:00	ES	Futures	3777.07	3779.32	3775.95	3778.75	1141.0
2020-09-14 03:25:00	ES	Futures	3778.47	3779.6	3776.51	3777.63	1192.0
2020-09-14 03:30:00	ES	Futures	3777.91	3778.47	3775.11	3776.23	2203.0
2020-09-14 03:35:00	ES	Futures	3776.23	3777.91	3774.27	3777.91	1173.0
2020-09-14 03:40:00	ES	Futures	3777.91	3777.91	3775.39	3776.79	1258.0
2020-09-14 03:45:00	ES	Futures	3777.07	3779.6	3775.95	3778.75	1475.0
2020-09-14 03:50:00	ES	Futures	3778.75	3779.03	3777.63	3778.47	1047.0
2020-09-14 03:55:00	ES	Futures	3778.47	3779.88	3775.39	3775.67	1633.0
2020-09-14 04:00:00	ES	Futures	3775.95	3780.72	3775.67	3779.88	1912.0
2020-09-14 04:05:00	ES	Futures	3779.88	3781.28	3776.79	3777.07	2384.0

> showing 50 of 17,151 rows — these rows as CSV

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